Stochastic variational inequalities and regularity for degenerate stochastic partial differential equations

Benjamin Gess; Michael Röckner

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arXiv · 1405.5866

Stochastic variational inequalities and regularity for degenerate stochastic partial differential equations

Benjamin Gess·Michael Röckner

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Abstract

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous noise. In particular, this provides a characterization of solutions to such SPDE in terms of (generalized) strong solutions. Second, for the one-dimensional stochastic mean curvature flow with normal noise we adapt the notion of stochastic variational inequalities to provide a characterization of solutions previously obtained in a limiting sense only. This solves a problem left open in [Es-Sarhir, von Renesse; SIAM, 2012] and sharpens regularity properties obtained in [Es-Sarhir, von Renesse, Stannat; NoDEA, 2012].

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Benjamin Gess, Michael Röckner. 2014-05-22. Stochastic variational inequalities and regularity for degenerate stochastic partial differential equations. https://arxiv.org/abs/1405.5866

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